+224.9%
MRK vs CLSK
-60.8%
+285.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -0.5% |
| 7D | -4.3% | +7.7% | -12.0% | -4.2% |
| 30D | +8.3% | +12.2% | -3.9% | +8.3% |
| 3M | +20.0% | -15.5% | +35.5% | +20.0% |
| 6M | +25.7% | +39.3% | -13.7% | +25.7% |
| YTD | +38.7% | +35.1% | +3.7% | +38.8% |
| 1Y | +74.7% | +34.0% | +40.7% | +74.7% |
| 3Y | +45.4% | +226.3% | -180.9% | +45.8% |
| 5Y | +129.0% | +6.4% | +122.7% | +129.7% |
| All | +224.9% | -60.8% | +285.8% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling